Stock Prices
Overview of data
Bank stocks and their performance from Jan 1, 2006 to Jan 1, 2016 for the following banks:
Bank of America (BAC)
CitiGroup (C)
Goldman Sachs (GS)
JPMorgan Chase (JPM)
Morgan Stanley (MS)
Wells Fargo (WFC)
Stock information for each bank:
Open: Opening price.
High: Highest price.
Low: Lowest price.
Close: Closing price.
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Returns on stock
Percentage change in stocks for each bank.
Riskiest stock
Standard deviation for each bank across all years indicates CitiGroup is the riskiest stock.
2008 Financial crisis
Standard deviation of returns for each bank for the year 2008.
Stock with highest standard deviation (CitiGroup ) in 2008.
Stock with lowest standard deviation (Wells Fargo) in 2008.
Closing price of stocks during 2008Â
Cluster Map
Values in each box represent degree of correlation between the closing prices of stocks of banks on each axis. e.g. there is 93% correlation between the closing prices of stocks for BAC and MS.
On the x-axis (top): Levels of hierarchical clustering based on similarities in the elements of the rows represented by the tree diagram.
On the y-axis (left): Hierarchical clustering based on similarities in the elements of the columns represented by the tree diagram.